Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 73 0 0 2 172
Asset-pricing models and economic risk premia: a decomposition 0 0 0 158 0 1 3 902
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 24 7 7 11 38
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 1 240 0 0 1 1,210
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 2 145 0 0 7 413
Minimum-Variance Kernels and Economic Risk Premia 0 0 2 164 0 0 4 704
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 2 156 0 0 2 551
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 0 33 2 2 7 82
Model comparison using the Hansen-Jagannathan distance 0 1 1 115 0 5 6 311
Playing the field: Geomagnetic storms and international stock markets 1 1 1 301 1 3 14 1,079
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 0 148 0 2 8 548
Specification tests of asset pricing models using excess returns 0 1 1 109 0 2 2 431
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 1 3 9 48
The exact distribution of the Hansen-Jagannathan bound 0 0 0 74 0 0 0 278
The price of inflation and foreign exchange risk in international equity markets 0 0 0 231 1 1 1 984
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 1 3 17 1 7 20 37
Total Working Papers 1 4 13 1,988 13 33 97 7,788


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 1 1 44 0 2 4 153
Financial market frictions 3 4 11 94 6 12 39 274
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 1 2 60 0 1 5 148
Model Comparison Using the Hansen-Jagannathan Distance 0 0 0 47 1 1 3 146
Specification tests of asset pricing models using excess returns 0 0 2 47 0 1 7 193
The news in financial asset returns 0 0 0 6 0 1 3 183
Total Journal Articles 3 6 16 298 7 18 61 1,097


Statistics updated 2019-09-09